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Exchange rate exposure: A simple model
16 references·7 citing·36 second hop
Exchange rate exposure: A simple model (2004)Exchange rate exposure: A simple modelPass‐through and Exposure (2002)Pass‐through and ExposureThe effects of industry structure on economic exposure (2001)The effects of industry struc…International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns (2001)International Competition and…The Time-Variation of the Exchange-Rate Exposure: An Industry Analysis (1998)The Time-Variation of the Exc…1998 Wharton Survey of Financial Risk Management by US Non-Financial Firms (1998)1998 Wharton Survey of Financ…International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns (1997)International Competition and…Firm Value and External Blockholdings (1995)Firm Value and External Block…Exchange Risk Sensitivity and Its Determinants: A Firm and Industry Analysis of U.S. Multinationals (1995)Exchange Risk Sensitivity and…Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA (1993)Exchange rate exposure and in…The Exchange-Rate Exposure of U.S. Multinationals (1990)The Exchange-Rate Exposure of…Strategic Foreign Exchange Management (1990)Strategic Foreign Exchange Ma…Journal of international money and finance (1988)Journal of international mone…On the Measurement of Operating Exposure to Exchange Rates: A Conceptual Approach (1986)On the Measurement of Operati…A Financial Model of Foreign Exchange Exposure (1985)A Financial Model of Foreign …Exposure to Currency Risk: Definition and Measurement (1984)Exposure to Currency Risk: De…EXCHANGE RATE CHANGES, INFLATION, AND THE VALUE OF THE MULTINATIONAL CORPORATION (1975)EXCHANGE RATE CHANGES, INFLAT…Financial Performance, Exchange Rate, and Firm Value: The Indonesian Public Companies Case (2020)Financial Performance, Exchan…Which form of hedging matters — Operational or financial? Evidence from the US oil and gas sector (2019)Which form of hedging matters…Managing exchange rate exposure with hedging activities: New approach and evidence (2017)Managing exchange rate exposu…Do managerial risk-taking incentives influence firms' exchange rate exposure? (2017)Do managerial risk-taking inc…Firm‐Level Competition and Exchange Rate Exposure: Evidence from a Global Survey of Firms (2014)Firm‐Level Competition and Ex…Foreign Exchange Exposure and Multinationality (2012)Foreign Exchange Exposure and…The Exchange Rate Exposure Puzzle (2005)The Exchange Rate Exposure Pu…Foundations of Economic Analysis. (1948)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Theory of the Multinational Firm: Optimal Behavior under Different Tariff and Tax Rates (1971)Exchange rate variability and the riskiness of U.S. multinational firms: Evidence from the breakdown of the Bretton Woods system (1996)Firm Strategy and Economic Exposure to Foreign Exchange Rate Movements (1998)International Portfolio Choice and Corporation Finance: A Synthesis (1983)The Pricing of Exchange Rate Risk in the Stock Market (1991)The Global Crisis and Equity Market Contagion (2014)Expectations and Exchange Rate Dynamics (1976)Industry costs of equity (1997)Chapter 16 Are financial assets priced locally or globally? (2003)Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets (2006)Dynamic relationship between exchange rate and stock price: Evidence from China (2009)Empirical exchange rate models of the seventies (1983)Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)Modern Portfolio Theory and Investment Analysis. (1982)The Cross-Section of Expected Stock Returns (1992)Estimating Exchange Rate Exposures: Issues in Model Structure (2003)Resolving the exposure puzzle: The many facets of exchange rate exposure (2009)MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)The Theory of Industrial Organization (1988)Goods Prices and Exchange Rates: What Have We Learned? (1996)Exchange rate exposure and competition: evidence from the automotive industry (2001)Investment and the exchange rate: An analysis with firm-level panel data (2001)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Multinationals and Global Capitalism (2004)Evaluating Direct Multistep Forecasts (2005)Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter? (2021)Exchange Rate Exposure (2001)Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices (2001)The Effects of Derivatives on Firm Risk and Value (2011)A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)Exchange rate exposure, hedging, and the use of foreign currency derivatives (2001)The Use of Foreign Currency Derivatives and Firm Market Value (2001)
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References

  • 1990The Exchange-Rate Exposure of U.S. Multinationals1,149 cited
  • 1984Exposure to Currency Risk: Definition and Measurement792 cited
  • 1988Journal of international money and finance704 cited
  • 1993Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA672 cited
  • 19981998 Wharton Survey of Financial Risk Management by US Non-Financial Firms552 cited
  • 1995Exchange Risk Sensitivity and Its Determinants: A Firm and Industry Analysis of U.S. Multinationals386 cited
  • 2001International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns363 cited
  • 1997International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns325 cited
  • 2002Pass‐through and Exposure316 cited
  • 1975EXCHANGE RATE CHANGES, INFLATION, AND THE VALUE OF THE MULTINATIONAL CORPORATION253 cited
  • 2001The effects of industry structure on economic exposure167 cited
  • 1986On the Measurement of Operating Exposure to Exchange Rates: A Conceptual Approach126 cited
  • 1995Firm Value and External Blockholdings95 cited
  • 1985A Financial Model of Foreign Exchange Exposure85 cited
  • 1998The Time-Variation of the Exchange-Rate Exposure: An Industry Analysis

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72 cited
  • 1990Strategic Foreign Exchange Management51 cited
  • Cited by

    • 2017Do managerial risk-taking incentives influence firms' exchange rate exposure?37 cited
    • 2014Firm‐Level Competition and Exchange Rate Exposure: Evidence from a Global Survey of Firms28 cited
    • 2020Financial Performance, Exchange Rate, and Firm Value: The Indonesian Public Companies Case24 cited
    • 2012Foreign Exchange Exposure and Multinationality22 cited
    • 2005The Exchange Rate Exposure Puzzle21 cited
    • 2017Managing exchange rate exposure with hedging activities: New approach and evidence20 cited
    • 2019Which form of hedging matters — Operational or financial? Evidence from the US oil and gas sector20 cited